GLBL vs. DRLL

Last updated Aug 6, 2026

GLBL (Pacer MSCI World Industry Advantage ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - GLBL is a Global Equities fund tracking the MSCI World Ricardo Comparative Advantage Select Index, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past year, GLBL returned 26.60% vs 37.23% for DRLL. Their -0.03 correlation means they have often moved in opposite directions in the past. GLBL charges 0.65%/yr vs 0.41%/yr for DRLL.

Performance

GLBL vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer MSCI World Industry Advantage ETF (GLBL) and Strive U.S. Energy ETF (DRLL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLBL achieves a 14.90% return, which is significantly lower than DRLL's 29.95% return.

GLBL

• 1D: 0.34%
• 1M: 3.43%
• 6M: 16.09%
• YTD: 14.90%
• 1Y: 26.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.12%

DRLL

• 1D: -2.68%
• 1M: 8.84%
• 6M: 11.16%
• YTD: 29.95%
• 1Y: 37.23%
• 3Y*: 11.02%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRLL Strive U.S. Energy ETF	$478.10K	$507.89K	$528.94K
GLBL Pacer MSCI World Industry Advantage ETF	$952.45	$905.88	$1.90K

GLBL vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GLBL Pacer MSCI World Industry Advantage ETF	14.90%	20.14%	5.49%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.08%

Correlation

The correlation between GLBL and DRLL is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.21
Correlation (All Time) Calculated using the full available price history since Sep 17, 2024	-0.03

The correlation between GLBL and DRLL shifts across timeframes, from -0.21 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

GLBL vs. DRLL - Sectors Allocation Comparison

Sectors	GLBL	DRLL
Technology	44.0%	-
Communication Services	14.1%	-
Financial Services	12.6%	-
Consumer Cyclical	10.8%	0.9%
Healthcare	6.3%	-
Consumer Defensive	3.7%	-
Industrials	3.0%	-
Real Estate	2.9%	-
Energy	1.2%	99.1%
Basic Materials	1.0%	-
Utilities	0.4%	-

Return for Risk

GLBL vs. DRLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLBL

GLBL Risk / Return Rank: 65
GLBL Sharpe Ratio Rank: 69
GLBL Sortino Ratio Rank: 65
GLBL Omega Ratio Rank: 67
GLBL Calmar Ratio Rank: 60
GLBL Martin Ratio Rank: 64

DRLL

DRLL Risk / Return Rank: 53
DRLL Sharpe Ratio Rank: 59
DRLL Sortino Ratio Rank: 53
DRLL Omega Ratio Rank: 52
DRLL Calmar Ratio Rank: 54
DRLL Martin Ratio Rank: 44

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLBL vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer MSCI World Industry Advantage ETF (GLBL) and Strive U.S. Energy ETF (DRLL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GLBL	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.82	1.62	+0.20
Sortino ratio: Return per unit of downside risk	2.47	2.13	+0.34
Omega ratio: Gain probability vs. loss probability	1.32	1.27	+0.05
Calmar ratio: Return relative to maximum drawdown	2.44	2.20	+0.23
Martin ratio: Return relative to average drawdown	8.83	5.57	+3.26

GLBL vs. DRLL - Sharpe Ratio Comparison

The current GLBL Sharpe Ratio is 1.82, which is comparable to the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of GLBL and DRLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GLBL vs. DRLL - Drawdown Comparison

The maximum GLBL drawdown since its inception was -19.75%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for GLBL and DRLL.

Drawdown Indicators

	GLBL	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-19.75%	-23.73%	+3.98%
Max Drawdown (1Y) Largest decline over 1 year	-10.97%	-16.99%	+6.02%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	0.00%	-9.02%	+9.02%
Average Drawdown Average peak-to-trough decline	-2.62%	-8.14%	+5.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	6.71%	-3.69%

Volatility

GLBL vs. DRLL - Volatility Comparison

The current volatility for Pacer MSCI World Industry Advantage ETF (GLBL) is 4.08%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that GLBL experiences smaller price fluctuations and is considered to be less risky than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLBL	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	7.42%	-3.34%
Volatility (6M) Calculated over the trailing 6-month period	11.81%	18.67%	-6.86%
Volatility (1Y) Calculated over the trailing 1-year period	14.69%	23.14%	-8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	23.82%	-7.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	23.82%	-7.23%

GLBL vs. DRLL - Expense Ratio Comparison

GLBL has a 0.65% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

GLBL vs. DRLL - Dividend Comparison

GLBL's dividend yield for the trailing twelve months is around 0.74%, less than DRLL's 2.34% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.34%	2.99%	3.00%	3.01%	1.18%
GLBL Pacer MSCI World Industry Advantage ETF	0.74%	0.86%	0.15%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GLBL and DRLL in my portfolio?

GLBL and DRLL have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GLBL or DRLL?

DRLL has higher volatility (7.42%) compared to GLBL (4.08%). In terms of maximum drawdown, GLBL dropped -19.75% vs DRLL's -23.73%.

Which ETF is better, GLBL or DRLL?

On 1-year performance, DRLL leads with 37.23% vs 26.60% for GLBL. On fees, DRLL is cheaper at 0.41% per year. On volatility, GLBL has been the lower-risk option at 4.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GLBL or DRLL?

Over the 1-year period, DRLL has performed better with a 37.23% return vs 26.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GLBL or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.65% for GLBL.

Which ETF pays a higher dividend yield, GLBL or DRLL?

DRLL has the higher dividend yield at 2.34%, compared with 0.74% for GLBL.

What is the main difference between GLBL and DRLL?

GLBL is categorized as Global Equities, while DRLL is Energy Equities. GLBL tracks MSCI World Ricardo Comparative Advantage Select Index, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: Pacer and Strive. Their fees differ too: 0.65% for GLBL and 0.41% for DRLL.

Which has better risk-adjusted returns?

GLBL currently has the higher Sharpe Ratio (1.82 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.